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Price a 3-year, 3.6% annual coupon, $1000 par bond callable at par in year 1 and year 2, using the folldwing calibrated interest rate model.

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Price a 3-year, 3.6% annual coupon, $1000 par bond callable at par in year 1 and year 2, using the folldwing calibrated interest rate model. Assume annual compounding. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 r_2,HH = 5.1% r_1,H = 3.4% r_0 = 1.4% r_2,HL = 4.4% r_1,L = 2.4% r_2,LL = 2.8%

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